+86.3%
PPL vs KEYS
+1,072.8%
-986.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +2.7% | +2.3% | +0.4% | +2.3% |
| 30D | +0.5% | -2.6% | +3.1% | +0.8% |
| 3M | +0.7% | -4.6% | +5.3% | +0.9% |
| 6M | -7.6% | +8.7% | -16.3% | -9.7% |
| YTD | +1.8% | +61.0% | -59.2% | -7.2% |
| 1Y | -0.8% | +96.0% | -96.7% | -12.9% |
| 3Y | +56.9% | +144.4% | -87.5% | +29.2% |
| 5Y | +39.5% | +80.5% | -41.0% | +20.2% |
| 10Y | +55.4% | +974.9% | -919.5% | +2.8% |
| All | +86.3% | +1,072.8% | -986.5% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling